Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49296.09 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45234.55 Kr¶

PnL: ---------------------------------------> 178.55 Kr¶

DD now: ---------------------------------> -7.199 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:07:28.719355'

Anic Portfolio¶

Today¶

Return: -0.85 %¶

This Week¶

Return: -0.014 %¶

Total portfolio value¶

Return including deposits: 61.383 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.080000 1666.350000 197.350000 13.430000 1468.999998
Orrön Energy 180 -1.840000 2161.800000 118.800000 5.810000 2043.000000
Atrium Ljungberg B 5 0.050000 995.500000 60.500000 6.470000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 0.190000 1003.680000 36.680000 3.790000 966.999996
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Sedana Medical 93 -4.050000 2553.780000 32.780000 1.300000 2521.000011
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
JM 6 -1.060000 892.800000 28.800000 3.330000 864.000000
OX2 13 2.180000 975.650000 25.650000 2.700000 949.999999
Bilia A 8 0.260000 918.400000 18.400000 2.040000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.350000 1031.400000 10.400000 1.020000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Byggmax Group 33 -1.760000 956.340000 0.340000 0.040000 956.000001
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
Clas Ohlson B 12 -1.340000 970.800000 -2.200000 -0.230000 972.999996
ASSA ABLOY B 3 -0.880000 772.800000 -6.200000 -0.800000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
SKF B 5 -0.520000 913.500000 -26.500000 -2.820000 940.000000
Addnode Group B 11 -0.850000 894.300000 -26.700000 -2.900000 921.000003
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.830000 809.200000 -47.800000 -5.580000 857.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 -1.780000 3372.200000 -88.800000 -2.570000 3461.000010
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45234.550000 178.550000 -7.19924% 45056.000411

Updated:¶

'2023-07-05 13:07:45.768581'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶